Weak Convergence of Stochastic Processes —— With Applications to Statistical Limit Theorems

----- 随机过程的弱收敛性：在统计极限定理的应用

ISBN: 9783110475425 出版年：2016 页码：148 Mandrekar, Vidyadhar S De Gruyter

The purpose of this book is to present results on the subject of weak convergence in function spaces to study invariance principles in statistical applications to dependent random variables, U-statistics, censor data analysis. Different techniques, formerly available only in a broad range of literature, are for the first time presented here in a self-contained fashion. Contents:Weak convergence of stochastic processesWeak convergence in metric spacesWeak convergence on C[0, 1] and D[0,∞)Central limit theorem for semi-martingales and applicationsCentral limit theorems for dependent random variablesEmpirical processBibliography